Pareto optimal linear classification

We consider the problem of choosing a linear classifier that minimizes misclassification probabilities in two-class classification, which is a bi-criterion problem, involving a trade-off between two objectives. We assume that the class-conditional distributions are Gaussian. This assumption makes it computationally tractable to find Pareto optimal linear classifiers whose classification capabilities are inferior to no other linear ones. The main purpose of this paper is to establish several robustness properties of those classifiers with respect to variations and uncertainties in the distributions. We also extend the results to kernel-based classification. Finally, we show how to carry out trade-off analysis empirically with a finite number of given labeled data.

• Type: Conference
• Year: 2006
• Where: ICML
• Authors: Seung-Jean Kim, Alessandro Magnani, Sikandar Samar, Stephen P. Boyd, Johan Lim
• Keywords: ICML 2006, Linear Classifier, Machine Learning, Optimal Linear Classifiers, Trade-off Analysis